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Let's say I have a $m \times n$ matrix $A$. When I find its SVD, I get $p$ dominant singular values. How do I get the $m \times p$ matrix whose columns are the first $p$ left singular vectors of $A$?

  • Your Question is a little unclear. In connection with the [singular value decomposition](https://en.wikipedia.org/wiki/Singular_value_decomposition) of a matrix, one speaks of *left-singular vectors* and *right-singular vectors*. I suspect that if you review what the SVD (singular value decomposition) is (either for real or complex matrices), then the answer you seek about how to get the "first P singular vectors" will either be immediately obvious or at least easily stated in a precise form. – hardmath Apr 16 '21 at 19:35
  • Take a look at [this](https://stackoverflow.com/a/40046525/6338725). – Rodrigo de Azevedo Apr 17 '21 at 11:08

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